+99.7%
MXL vs PENG
+762.7%
-662.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +6.4% | -0.9% | +2.6% |
| 7D | +1.6% | +4.5% | -2.9% | -0.4% |
| 30D | -7.0% | -7.1% | +0.1% | -3.0% |
| 3M | -33.4% | -27.3% | -6.1% | -21.9% |
| 6M | +260.2% | +169.6% | +90.6% | +143.0% |
| YTD | +260.0% | +164.6% | +95.3% | +143.3% |
| 1Y | +303.5% | +109.5% | +194.0% | +196.7% |
| 3Y | +160.4% | +98.9% | +61.5% | +76.5% |
| 5Y | +14.7% | +116.3% | -101.6% | -26.1% |
| All | +99.7% | +762.7% | -662.9% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PENG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling